I worked in another country for a summer (~3 months), and it was definitely a bit lonely in the beginning. I wasn't sure how to meet new people to make friends, and even when I did, I sometimes felt unsure if my interests or personality would mesh well with local folks. On top of that, I was speaking a language that I was less familiar with, and that made it harder to express myself or feel confident speaking up, both at work and in social situations. But I tried to lean into being different, asked lots of questions, offered stories of what sorts of things surprised me or differed in the place where I was living, and I ended up having an amazing time. It also helped me test out whether I could see myself working there for a longer period of time.
To give you some background on me, I moved from Mexico to the US in 2012. I went to college and I've been working in the US since late 2017. I can tell you the experience is completely different than visiting. When you visit another country there's a lot of excitement and you know you are there to have a good time. Your biggest stressor can be maybe how much money are you spending or struggling to communicate to ask for direction. When you move to another country and are actively becoming part of their society, you face what's called "culture-shock". This is the sudden realization of all the difference between your culture and the new one you are incorporating into. You also feel the pressure of modifying your behaviors and traditions to more closely match the new culture. Finally, you can add all the anxiety of living in a different language, away from family and friends, and maybe starting a life on your own. Overall, it can be a very difficult and emotional process to live through, although it depends on each person, some people can adequate easily and have much less harsh time.
Having said that is not all bad. Usually when people decide to move to another country is seeking better opportunities or trying to achieve some objective or dream. Having a brand new world and a fresh start can allow you to develop a better sense of self and grow as a person immensely. Furthermore, exploring different cultures, expanding your understanding of the world, and just challenging yourself can make a change in your life for the good. Also, working and studying somewhere else can be very fun, meeting new people, learning new things, and maybe making more money than in your home country.
Hope this helps answer your question. Best of luck!
Having studied and worked in a different country myself, here is what I went through. First, I was passionate about the opportunity to study and work in a different country. So that got me there. Things looked great at the beginning. Shortly after that, I missed my home a lot and wondered if I made the right choice.... Then, by giving myself time to adjust and being open minded and patient, living in a different country gradually begun to show me a whole new perspective, I started to enjoy experiencing different culture, holidays, the way people lived, etc. Hope this is helpful.